+150.6%
RTX vs GFS
-3.7%
+154.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -5.2% | +1.0% | -6.2% | -5.2% |
| 30D | -9.4% | -8.6% | -0.8% | -8.9% |
| 3M | +12.3% | -46.5% | +58.8% | +17.0% |
| 6M | -3.1% | -4.8% | +1.7% | -4.8% |
| YTD | +10.7% | +29.7% | -19.0% | +5.3% |
| 1Y | +28.4% | +35.8% | -7.4% | +21.4% |
| 3Y | +147.1% | -18.3% | +165.4% | +139.8% |
| All | +150.6% | -3.7% | +154.3% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling